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   <div id="projectname">Parallel Gaussian Process Regression
   &#160;<span id="projectnumber">1.0.0</span>
   </div>
   <div id="projectbrief">The implementation of parallel Gaussian process (GP) regression is based on the following publication: Jie Chen, Nannan Cao, Kian Hsiang Low, Ruofei Ouyang, Colin Keng-Yan Tan &amp; Patrick Jaillet. Parallel Gaussian Process Regression with Low-Rank Covariance Matrix Approximations. In Proceedings of the 29th Conference on Uncertainty in Artificial Intelligence (UAI 2013), Bellevue, WA, Jul 11-15, 2013.</div>
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<a href="pgpr__cov_8h.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a name="l00001"></a><span class="lineno">    1</span>&#160;</div>
<div class="line"><a name="l00005"></a><span class="lineno">    5</span>&#160;<span class="preprocessor">#ifndef _PGPR_COV_H_</span></div>
<div class="line"><a name="l00006"></a><span class="lineno">    6</span>&#160;<span class="preprocessor">#define _PGPR_COV_H_</span></div>
<div class="line"><a name="l00007"></a><span class="lineno">    7</span>&#160;<span class="preprocessor">#include &quot;<a class="code" href="pgpr__util_8h.html">pgpr_util.h</a>&quot;</span></div>
<div class="line"><a name="l00012"></a><span class="lineno"><a class="line" href="classpgpr__cov.html">   12</a></span>&#160;<span class="keyword">class </span><a class="code" href="classpgpr__cov.html">pgpr_cov</a></div>
<div class="line"><a name="l00013"></a><span class="lineno">   13</span>&#160;{</div>
<div class="line"><a name="l00014"></a><span class="lineno">   14</span>&#160;<span class="keyword">public</span>:</div>
<div class="line"><a name="l00015"></a><span class="lineno"><a class="line" href="classpgpr__cov.html#aca7d95563680510edbd84957b34da53c">   15</a></span>&#160;    Doub <a class="code" href="classpgpr__cov.html#aca7d95563680510edbd84957b34da53c">nos</a>;   </div>
<div class="line"><a name="l00016"></a><span class="lineno"><a class="line" href="classpgpr__cov.html#a43428fdb9c6278e5e2be3a4c60967b7b">   16</a></span>&#160;    <a class="code" href="classpgpr__vector.html">Vdoub</a> <a class="code" href="classpgpr__cov.html#a43428fdb9c6278e5e2be3a4c60967b7b">lsc</a>;  </div>
<div class="line"><a name="l00017"></a><span class="lineno"><a class="line" href="classpgpr__cov.html#a57b97be1a56d01ba78bb58200cc66244">   17</a></span>&#160;    Doub <a class="code" href="classpgpr__cov.html#a57b97be1a56d01ba78bb58200cc66244">sig</a>;   </div>
<div class="line"><a name="l00018"></a><span class="lineno"><a class="line" href="classpgpr__cov.html#ad57517c36c587894616f19bd02025747">   18</a></span>&#160;    Doub <a class="code" href="classpgpr__cov.html#ad57517c36c587894616f19bd02025747">mu</a>;    </div>
<div class="line"><a name="l00019"></a><span class="lineno"><a class="line" href="classpgpr__cov.html#ab24ca5303c1a5e6865109a8e1ba32f0f">   19</a></span>&#160;    Int <a class="code" href="classpgpr__cov.html#ab24ca5303c1a5e6865109a8e1ba32f0f">dim</a>;    </div>
<div class="line"><a name="l00023"></a><span class="lineno"><a class="line" href="classpgpr__cov.html#addb951bbf66b46728f94c6fab2d9b39a">   23</a></span>&#160;  <a class="code" href="classpgpr__cov.html#addb951bbf66b46728f94c6fab2d9b39a">pgpr_cov</a>(Char * hypf) {</div>
<div class="line"><a name="l00024"></a><span class="lineno">   24</span>&#160;    FILE *fp = fopen(hypf, <span class="stringliteral">&quot;r&quot;</span>);</div>
<div class="line"><a name="l00025"></a><span class="lineno">   25</span>&#160;    <span class="keywordflow">if</span>(fp == NULL) {</div>
<div class="line"><a name="l00026"></a><span class="lineno">   26</span>&#160;        <span class="keywordflow">throw</span>(<span class="stringliteral">&quot;Fail to open file of hyperparameters\n&quot;</span>);</div>
<div class="line"><a name="l00027"></a><span class="lineno">   27</span>&#160;    }</div>
<div class="line"><a name="l00028"></a><span class="lineno">   28</span>&#160;    fscanf(fp, <span class="stringliteral">&quot;%lf &quot;</span>, &amp;<a class="code" href="classpgpr__cov.html#a57b97be1a56d01ba78bb58200cc66244">sig</a>);</div>
<div class="line"><a name="l00029"></a><span class="lineno">   29</span>&#160;    fscanf(fp, <span class="stringliteral">&quot;%lf &quot;</span>, &amp;<a class="code" href="classpgpr__cov.html#aca7d95563680510edbd84957b34da53c">nos</a>);</div>
<div class="line"><a name="l00030"></a><span class="lineno">   30</span>&#160;    fscanf(fp, <span class="stringliteral">&quot;%lf &quot;</span>, &amp;<a class="code" href="classpgpr__cov.html#ad57517c36c587894616f19bd02025747">mu</a>);</div>
<div class="line"><a name="l00031"></a><span class="lineno">   31</span>&#160;    fscanf(fp, <span class="stringliteral">&quot;%d &quot;</span>, &amp;<a class="code" href="classpgpr__cov.html#ab24ca5303c1a5e6865109a8e1ba32f0f">dim</a>);</div>
<div class="line"><a name="l00032"></a><span class="lineno">   32</span>&#160;    <a class="code" href="classpgpr__cov.html#a43428fdb9c6278e5e2be3a4c60967b7b">lsc</a>.resize(<a class="code" href="classpgpr__cov.html#ab24ca5303c1a5e6865109a8e1ba32f0f">dim</a>);</div>
<div class="line"><a name="l00033"></a><span class="lineno">   33</span>&#160;    Doub tmp;</div>
<div class="line"><a name="l00034"></a><span class="lineno">   34</span>&#160;    <span class="keywordflow">for</span> (Int i = 0; i &lt; <a class="code" href="classpgpr__cov.html#ab24ca5303c1a5e6865109a8e1ba32f0f">dim</a>; i++) {</div>
<div class="line"><a name="l00035"></a><span class="lineno">   35</span>&#160;        fscanf(fp, <span class="stringliteral">&quot;%lf &quot;</span>, &amp;tmp);</div>
<div class="line"><a name="l00036"></a><span class="lineno">   36</span>&#160;        <a class="code" href="classpgpr__cov.html#a43428fdb9c6278e5e2be3a4c60967b7b">lsc</a>[i] = tmp;</div>
<div class="line"><a name="l00037"></a><span class="lineno">   37</span>&#160;    }</div>
<div class="line"><a name="l00038"></a><span class="lineno">   38</span>&#160;    fprintf(fp, <span class="stringliteral">&quot;\n&quot;</span>);</div>
<div class="line"><a name="l00039"></a><span class="lineno">   39</span>&#160;    fclose(fp);</div>
<div class="line"><a name="l00040"></a><span class="lineno">   40</span>&#160;    <a class="code" href="classpgpr__cov.html#a57b97be1a56d01ba78bb58200cc66244">sig</a> = SQR(<a class="code" href="classpgpr__cov.html#a57b97be1a56d01ba78bb58200cc66244">sig</a>);</div>
<div class="line"><a name="l00041"></a><span class="lineno">   41</span>&#160;    <a class="code" href="classpgpr__cov.html#aca7d95563680510edbd84957b34da53c">nos</a> = SQR(<a class="code" href="classpgpr__cov.html#aca7d95563680510edbd84957b34da53c">nos</a>);</div>
<div class="line"><a name="l00042"></a><span class="lineno">   42</span>&#160;</div>
<div class="line"><a name="l00043"></a><span class="lineno">   43</span>&#160;  }</div>
<div class="line"><a name="l00044"></a><span class="lineno">   44</span>&#160;</div>
<div class="line"><a name="l00045"></a><span class="lineno">   45</span>&#160;  <a class="code" href="classpgpr__cov.html#addb951bbf66b46728f94c6fab2d9b39a">pgpr_cov</a>(<a class="code" href="classpgpr__vector.html">Vdoub</a> h, Int d) {</div>
<div class="line"><a name="l00046"></a><span class="lineno">   46</span>&#160;    <span class="comment">//h[]: noise,lenscale #1,...,lenscale #dim_x, signal, mean</span></div>
<div class="line"><a name="l00047"></a><span class="lineno">   47</span>&#160;    <a class="code" href="classpgpr__cov.html#aca7d95563680510edbd84957b34da53c">nos</a> = SQR(h[0]);</div>
<div class="line"><a name="l00048"></a><span class="lineno">   48</span>&#160;    <a class="code" href="classpgpr__cov.html#a43428fdb9c6278e5e2be3a4c60967b7b">lsc</a>.resize(d);</div>
<div class="line"><a name="l00049"></a><span class="lineno">   49</span>&#160;    <span class="keywordflow">for</span> (Int i = 1; i &lt;= d; i++) {</div>
<div class="line"><a name="l00050"></a><span class="lineno">   50</span>&#160;      <a class="code" href="classpgpr__cov.html#a43428fdb9c6278e5e2be3a4c60967b7b">lsc</a>[i - 1] = h[i];</div>
<div class="line"><a name="l00051"></a><span class="lineno">   51</span>&#160;    }</div>
<div class="line"><a name="l00052"></a><span class="lineno">   52</span>&#160;    <a class="code" href="classpgpr__cov.html#a57b97be1a56d01ba78bb58200cc66244">sig</a> = SQR(h[d + 1]);</div>
<div class="line"><a name="l00053"></a><span class="lineno">   53</span>&#160;    <a class="code" href="classpgpr__cov.html#ab24ca5303c1a5e6865109a8e1ba32f0f">dim</a> = d;</div>
<div class="line"><a name="l00054"></a><span class="lineno">   54</span>&#160;  }</div>
<div class="line"><a name="l00055"></a><span class="lineno">   55</span>&#160;</div>
<div class="line"><a name="l00056"></a><span class="lineno">   56</span>&#160;  <span class="keyword">inline</span> Doub se_ard_n(<span class="keyword">const</span> Doub *x, <span class="keyword">const</span> Doub *y) {</div>
<div class="line"><a name="l00057"></a><span class="lineno">   57</span>&#160;    Doub val = 0;</div>
<div class="line"><a name="l00058"></a><span class="lineno">   58</span>&#160;    <span class="keywordflow">for</span> (Int i = 0; i &lt; <a class="code" href="classpgpr__cov.html#ab24ca5303c1a5e6865109a8e1ba32f0f">dim</a>; i++) {</div>
<div class="line"><a name="l00059"></a><span class="lineno">   59</span>&#160;      val += SQR((x[i] - y[i]) / <a class="code" href="classpgpr__cov.html#a43428fdb9c6278e5e2be3a4c60967b7b">lsc</a>[i]);</div>
<div class="line"><a name="l00060"></a><span class="lineno">   60</span>&#160;    }</div>
<div class="line"><a name="l00061"></a><span class="lineno">   61</span>&#160;</div>
<div class="line"><a name="l00062"></a><span class="lineno">   62</span>&#160;    <span class="keywordflow">return</span> <a class="code" href="classpgpr__cov.html#a57b97be1a56d01ba78bb58200cc66244">sig</a> * exp(-0.5 * val) + <a class="code" href="classpgpr__cov.html#aca7d95563680510edbd84957b34da53c">nos</a>;</div>
<div class="line"><a name="l00063"></a><span class="lineno">   63</span>&#160;  }</div>
<div class="line"><a name="l00064"></a><span class="lineno">   64</span>&#160;</div>
<div class="line"><a name="l00065"></a><span class="lineno">   65</span>&#160;  <span class="keyword">inline</span> Doub se_ard_n(<span class="keyword">const</span> VectorXd &amp;x, <span class="keyword">const</span> VectorXd &amp;y) {</div>
<div class="line"><a name="l00066"></a><span class="lineno">   66</span>&#160;    Doub val = 0;</div>
<div class="line"><a name="l00067"></a><span class="lineno">   67</span>&#160;    <span class="keywordflow">for</span> (Int i = 0; i &lt; <a class="code" href="classpgpr__cov.html#ab24ca5303c1a5e6865109a8e1ba32f0f">dim</a>; i++) {</div>
<div class="line"><a name="l00068"></a><span class="lineno">   68</span>&#160;      val += SQR((x[i] - y[i]) / <a class="code" href="classpgpr__cov.html#a43428fdb9c6278e5e2be3a4c60967b7b">lsc</a>[i]);</div>
<div class="line"><a name="l00069"></a><span class="lineno">   69</span>&#160;    }</div>
<div class="line"><a name="l00070"></a><span class="lineno">   70</span>&#160;</div>
<div class="line"><a name="l00071"></a><span class="lineno">   71</span>&#160;    <span class="keywordflow">return</span> <a class="code" href="classpgpr__cov.html#a57b97be1a56d01ba78bb58200cc66244">sig</a> * exp(-0.5 * val) + <a class="code" href="classpgpr__cov.html#aca7d95563680510edbd84957b34da53c">nos</a>;</div>
<div class="line"><a name="l00072"></a><span class="lineno">   72</span>&#160;  }</div>
<div class="line"><a name="l00073"></a><span class="lineno">   73</span>&#160;  <span class="keyword">inline</span> Doub se_ard(<span class="keyword">const</span> Doub *x, <span class="keyword">const</span> Doub *y) {</div>
<div class="line"><a name="l00074"></a><span class="lineno">   74</span>&#160;    Doub val = 0;</div>
<div class="line"><a name="l00075"></a><span class="lineno">   75</span>&#160;    <span class="keywordflow">for</span> (Int i = 0; i &lt; <a class="code" href="classpgpr__cov.html#ab24ca5303c1a5e6865109a8e1ba32f0f">dim</a>; i++) {</div>
<div class="line"><a name="l00076"></a><span class="lineno">   76</span>&#160;      val += SQR((x[i] - y[i]) / <a class="code" href="classpgpr__cov.html#a43428fdb9c6278e5e2be3a4c60967b7b">lsc</a>[i]);</div>
<div class="line"><a name="l00077"></a><span class="lineno">   77</span>&#160;    }</div>
<div class="line"><a name="l00078"></a><span class="lineno">   78</span>&#160;</div>
<div class="line"><a name="l00079"></a><span class="lineno">   79</span>&#160;    <span class="keywordflow">return</span> <a class="code" href="classpgpr__cov.html#a57b97be1a56d01ba78bb58200cc66244">sig</a> * exp(-0.5 * val);</div>
<div class="line"><a name="l00080"></a><span class="lineno">   80</span>&#160;  }</div>
<div class="line"><a name="l00081"></a><span class="lineno">   81</span>&#160;</div>
<div class="line"><a name="l00082"></a><span class="lineno">   82</span>&#160;  <span class="keyword">inline</span> Doub se_ard(<span class="keyword">const</span> VectorXd &amp;x, <span class="keyword">const</span> VectorXd &amp;y) {</div>
<div class="line"><a name="l00083"></a><span class="lineno">   83</span>&#160;    Doub val = 0;</div>
<div class="line"><a name="l00084"></a><span class="lineno">   84</span>&#160;    <span class="keywordflow">for</span> (Int i = 0; i &lt; <a class="code" href="classpgpr__cov.html#ab24ca5303c1a5e6865109a8e1ba32f0f">dim</a>; i++) {</div>
<div class="line"><a name="l00085"></a><span class="lineno">   85</span>&#160;      val += SQR((x[i] - y[i]) / <a class="code" href="classpgpr__cov.html#a43428fdb9c6278e5e2be3a4c60967b7b">lsc</a>[i]);</div>
<div class="line"><a name="l00086"></a><span class="lineno">   86</span>&#160;    }</div>
<div class="line"><a name="l00087"></a><span class="lineno">   87</span>&#160;</div>
<div class="line"><a name="l00088"></a><span class="lineno">   88</span>&#160;    <span class="keywordflow">return</span> <a class="code" href="classpgpr__cov.html#a57b97be1a56d01ba78bb58200cc66244">sig</a> * exp(-0.5 * val);</div>
<div class="line"><a name="l00089"></a><span class="lineno">   89</span>&#160;  }</div>
<div class="line"><a name="l00090"></a><span class="lineno">   90</span>&#160;  <span class="keyword">inline</span> <span class="keywordtype">void</span> se_ard_n(<a class="code" href="classpgpr__matrix.html">Mdoub</a> a, Int ss, <a class="code" href="classpgpr__matrix.html">Mdoub</a> &amp;k) {</div>
<div class="line"><a name="l00091"></a><span class="lineno">   91</span>&#160;    <span class="keywordflow">if</span> (k.nrows() != ss) {</div>
<div class="line"><a name="l00092"></a><span class="lineno">   92</span>&#160;      k.resize(ss, ss);</div>
<div class="line"><a name="l00093"></a><span class="lineno">   93</span>&#160;    }</div>
<div class="line"><a name="l00094"></a><span class="lineno">   94</span>&#160;    <span class="keywordflow">for</span> (Int i = 0; i &lt; ss; i++) {</div>
<div class="line"><a name="l00095"></a><span class="lineno">   95</span>&#160;      <span class="keywordflow">for</span> (Int j = i; j &lt; ss; j++) {</div>
<div class="line"><a name="l00096"></a><span class="lineno">   96</span>&#160;        k[i][j] = se_ard(a[i], a[j]);</div>
<div class="line"><a name="l00097"></a><span class="lineno">   97</span>&#160;        <span class="keywordflow">if</span>(i == j) {</div>
<div class="line"><a name="l00098"></a><span class="lineno">   98</span>&#160;          k[i][j] += <a class="code" href="classpgpr__cov.html#aca7d95563680510edbd84957b34da53c">nos</a>;</div>
<div class="line"><a name="l00099"></a><span class="lineno">   99</span>&#160;        } <span class="keywordflow">else</span> {</div>
<div class="line"><a name="l00100"></a><span class="lineno">  100</span>&#160;          k[j][i] = k[i][j];</div>
<div class="line"><a name="l00101"></a><span class="lineno">  101</span>&#160;        }</div>
<div class="line"><a name="l00102"></a><span class="lineno">  102</span>&#160;      }</div>
<div class="line"><a name="l00103"></a><span class="lineno">  103</span>&#160;    }</div>
<div class="line"><a name="l00104"></a><span class="lineno">  104</span>&#160;  }</div>
<div class="line"><a name="l00105"></a><span class="lineno">  105</span>&#160;</div>
<div class="line"><a name="l00106"></a><span class="lineno">  106</span>&#160;  <span class="keyword">inline</span> <span class="keywordtype">void</span> se_ard_n(<span class="keyword">const</span> MatrixXd &amp;a, MatrixXd &amp;k) {</div>
<div class="line"><a name="l00107"></a><span class="lineno">  107</span>&#160;      Int ss = a.cols();</div>
<div class="line"><a name="l00108"></a><span class="lineno">  108</span>&#160;      <span class="keywordflow">if</span> (k.rows() != ss) {</div>
<div class="line"><a name="l00109"></a><span class="lineno">  109</span>&#160;          k.resize(ss, ss);</div>
<div class="line"><a name="l00110"></a><span class="lineno">  110</span>&#160;      }</div>
<div class="line"><a name="l00111"></a><span class="lineno">  111</span>&#160;      <span class="keywordflow">for</span> (Int i = 0; i &lt; ss; i++) {</div>
<div class="line"><a name="l00112"></a><span class="lineno">  112</span>&#160;          <span class="keywordflow">for</span> (Int j = i; j &lt; ss; j++) {</div>
<div class="line"><a name="l00113"></a><span class="lineno">  113</span>&#160;              VectorXd r_i = a.col(i);</div>
<div class="line"><a name="l00114"></a><span class="lineno">  114</span>&#160;              VectorXd r_j = a.col(j);</div>
<div class="line"><a name="l00115"></a><span class="lineno">  115</span>&#160;              k(i,j) = se_ard(r_i, r_j);</div>
<div class="line"><a name="l00116"></a><span class="lineno">  116</span>&#160;              <span class="keywordflow">if</span>(i == j) {</div>
<div class="line"><a name="l00117"></a><span class="lineno">  117</span>&#160;                  k(i,j) += <a class="code" href="classpgpr__cov.html#aca7d95563680510edbd84957b34da53c">nos</a>;</div>
<div class="line"><a name="l00118"></a><span class="lineno">  118</span>&#160;              } <span class="keywordflow">else</span> {</div>
<div class="line"><a name="l00119"></a><span class="lineno">  119</span>&#160;                  k(j,i) = k(i,j);</div>
<div class="line"><a name="l00120"></a><span class="lineno">  120</span>&#160;              }</div>
<div class="line"><a name="l00121"></a><span class="lineno">  121</span>&#160;          }</div>
<div class="line"><a name="l00122"></a><span class="lineno">  122</span>&#160;      }</div>
<div class="line"><a name="l00123"></a><span class="lineno">  123</span>&#160;  }</div>
<div class="line"><a name="l00124"></a><span class="lineno">  124</span>&#160;  </div>
<div class="line"><a name="l00125"></a><span class="lineno">  125</span>&#160;  <span class="keyword">inline</span> <span class="keywordtype">void</span> se_ard(<span class="keyword">const</span> <a class="code" href="classpgpr__matrix.html">Mdoub</a> &amp;a, Int ss, <a class="code" href="classpgpr__matrix.html">Mdoub</a> &amp;k) {</div>
<div class="line"><a name="l00126"></a><span class="lineno">  126</span>&#160;    <span class="keywordflow">if</span> (k.nrows() != ss) {</div>
<div class="line"><a name="l00127"></a><span class="lineno">  127</span>&#160;      k.resize(ss, ss);</div>
<div class="line"><a name="l00128"></a><span class="lineno">  128</span>&#160;    }</div>
<div class="line"><a name="l00129"></a><span class="lineno">  129</span>&#160;    <span class="keywordflow">for</span> (Int i = 0; i &lt; ss; i++) {</div>
<div class="line"><a name="l00130"></a><span class="lineno">  130</span>&#160;      <span class="keywordflow">for</span> (Int j = i; j &lt; ss; j++) {</div>
<div class="line"><a name="l00131"></a><span class="lineno">  131</span>&#160;        k[i][j] = se_ard(a[i], a[j]);</div>
<div class="line"><a name="l00132"></a><span class="lineno">  132</span>&#160;        <span class="keywordflow">if</span>(i != j) {</div>
<div class="line"><a name="l00133"></a><span class="lineno">  133</span>&#160;          k[j][i] = k[i][j];</div>
<div class="line"><a name="l00134"></a><span class="lineno">  134</span>&#160;        }</div>
<div class="line"><a name="l00135"></a><span class="lineno">  135</span>&#160;      }</div>
<div class="line"><a name="l00136"></a><span class="lineno">  136</span>&#160;    }</div>
<div class="line"><a name="l00137"></a><span class="lineno">  137</span>&#160;  }</div>
<div class="line"><a name="l00138"></a><span class="lineno">  138</span>&#160;</div>
<div class="line"><a name="l00139"></a><span class="lineno">  139</span>&#160;  <span class="keyword">inline</span> <span class="keywordtype">void</span> se_ard(<span class="keyword">const</span> MatrixXd &amp;a, MatrixXd &amp;k) {</div>
<div class="line"><a name="l00140"></a><span class="lineno">  140</span>&#160;    Int  ss = a.cols();</div>
<div class="line"><a name="l00141"></a><span class="lineno">  141</span>&#160;    <span class="keywordflow">if</span> (k.rows() != ss) {</div>
<div class="line"><a name="l00142"></a><span class="lineno">  142</span>&#160;      k.resize(ss, ss);</div>
<div class="line"><a name="l00143"></a><span class="lineno">  143</span>&#160;    }</div>
<div class="line"><a name="l00144"></a><span class="lineno">  144</span>&#160;    <span class="keywordflow">for</span> (Int i = 0; i &lt; ss; i++) {</div>
<div class="line"><a name="l00145"></a><span class="lineno">  145</span>&#160;      <span class="keywordflow">for</span> (Int j = i; j &lt; ss; j++) {</div>
<div class="line"><a name="l00146"></a><span class="lineno">  146</span>&#160;          VectorXd r_i = a.col(i);</div>
<div class="line"><a name="l00147"></a><span class="lineno">  147</span>&#160;          VectorXd r_j = a.col(j);</div>
<div class="line"><a name="l00148"></a><span class="lineno">  148</span>&#160;          k(i,j) = se_ard(r_i, r_j);</div>
<div class="line"><a name="l00149"></a><span class="lineno">  149</span>&#160;        <span class="keywordflow">if</span>(i != j) {</div>
<div class="line"><a name="l00150"></a><span class="lineno">  150</span>&#160;            k(j,i) = k(i,j);</div>
<div class="line"><a name="l00151"></a><span class="lineno">  151</span>&#160;        }</div>
<div class="line"><a name="l00152"></a><span class="lineno">  152</span>&#160;      }</div>
<div class="line"><a name="l00153"></a><span class="lineno">  153</span>&#160;    }</div>
<div class="line"><a name="l00154"></a><span class="lineno">  154</span>&#160;  }</div>
<div class="line"><a name="l00155"></a><span class="lineno">  155</span>&#160;  </div>
<div class="line"><a name="l00156"></a><span class="lineno">  156</span>&#160;</div>
<div class="line"><a name="l00157"></a><span class="lineno">  157</span>&#160;  <span class="comment">//K_AB Mdoub version</span></div>
<div class="line"><a name="l00158"></a><span class="lineno">  158</span>&#160;  <span class="keyword">inline</span> <span class="keywordtype">void</span> se_ard(<a class="code" href="classpgpr__matrix.html">Mdoub</a> a, Int ssa, <a class="code" href="classpgpr__matrix.html">Mdoub</a> b, Int ssb, <a class="code" href="classpgpr__matrix.html">Mdoub</a> &amp;k) {</div>
<div class="line"><a name="l00159"></a><span class="lineno">  159</span>&#160;    k.resize(ssa, ssb);</div>
<div class="line"><a name="l00160"></a><span class="lineno">  160</span>&#160;    <span class="keywordflow">for</span> (Int i = 0; i &lt; ssa; i++) {</div>
<div class="line"><a name="l00161"></a><span class="lineno">  161</span>&#160;      <span class="keywordflow">for</span> (Int j = 0; j &lt; ssb; j++) {</div>
<div class="line"><a name="l00162"></a><span class="lineno">  162</span>&#160;</div>
<div class="line"><a name="l00163"></a><span class="lineno">  163</span>&#160;        k[i][j] = se_ard(a[i], b[j]);</div>
<div class="line"><a name="l00164"></a><span class="lineno">  164</span>&#160;      }</div>
<div class="line"><a name="l00165"></a><span class="lineno">  165</span>&#160;    }</div>
<div class="line"><a name="l00166"></a><span class="lineno">  166</span>&#160;</div>
<div class="line"><a name="l00167"></a><span class="lineno">  167</span>&#160;  }</div>
<div class="line"><a name="l00168"></a><span class="lineno">  168</span>&#160;</div>
<div class="line"><a name="l00169"></a><span class="lineno">  169</span>&#160;  <span class="comment">//K_AB Eigen version</span></div>
<div class="line"><a name="l00170"></a><span class="lineno">  170</span>&#160;  <span class="keyword">inline</span> <span class="keywordtype">void</span> se_ard(<span class="keyword">const</span> MatrixXd &amp;a, <span class="keyword">const</span> MatrixXd &amp;b, MatrixXd &amp;k) {</div>
<div class="line"><a name="l00171"></a><span class="lineno">  171</span>&#160;      Int ssa = a.cols();</div>
<div class="line"><a name="l00172"></a><span class="lineno">  172</span>&#160;      Int ssb = b.cols();</div>
<div class="line"><a name="l00173"></a><span class="lineno">  173</span>&#160;      k.resize(ssa, ssb);</div>
<div class="line"><a name="l00174"></a><span class="lineno">  174</span>&#160;      <span class="keywordflow">for</span> (Int i = 0; i &lt; ssa; i++) {</div>
<div class="line"><a name="l00175"></a><span class="lineno">  175</span>&#160;          <span class="keywordflow">for</span> (Int j = 0; j &lt; ssb; j++) {</div>
<div class="line"><a name="l00176"></a><span class="lineno">  176</span>&#160;              VectorXd r_i = a.col(i);</div>
<div class="line"><a name="l00177"></a><span class="lineno">  177</span>&#160;              VectorXd r_j = b.col(j);</div>
<div class="line"><a name="l00178"></a><span class="lineno">  178</span>&#160;              k(i,j) = se_ard(r_i,r_j);</div>
<div class="line"><a name="l00179"></a><span class="lineno">  179</span>&#160;          }</div>
<div class="line"><a name="l00180"></a><span class="lineno">  180</span>&#160;      }</div>
<div class="line"><a name="l00181"></a><span class="lineno">  181</span>&#160;  }</div>
<div class="line"><a name="l00182"></a><span class="lineno">  182</span>&#160;</div>
<div class="line"><a name="l00183"></a><span class="lineno">  183</span>&#160;<span class="comment">//K_AB Eigen version</span></div>
<div class="line"><a name="l00184"></a><span class="lineno">  184</span>&#160;  <span class="keyword">inline</span> <span class="keywordtype">void</span> se_ard(<span class="keyword">const</span> MatrixXd &amp;a, <span class="keyword">const</span> vector&lt;VectorXd&gt; &amp;b, MatrixXd &amp;k) {</div>
<div class="line"><a name="l00185"></a><span class="lineno">  185</span>&#160;      Int ssa = a.cols();</div>
<div class="line"><a name="l00186"></a><span class="lineno">  186</span>&#160;      Int ssb = b.size();</div>
<div class="line"><a name="l00187"></a><span class="lineno">  187</span>&#160;      k.resize(ssa, ssb);</div>
<div class="line"><a name="l00188"></a><span class="lineno">  188</span>&#160;      <span class="keywordflow">for</span> (Int i = 0; i &lt; ssa; i++) {</div>
<div class="line"><a name="l00189"></a><span class="lineno">  189</span>&#160;          <span class="keywordflow">for</span> (Int j = 0; j &lt; ssb; j++) {</div>
<div class="line"><a name="l00190"></a><span class="lineno">  190</span>&#160;              VectorXd r_i = a.col(i);</div>
<div class="line"><a name="l00191"></a><span class="lineno">  191</span>&#160;              VectorXd r_j = b[j];</div>
<div class="line"><a name="l00192"></a><span class="lineno">  192</span>&#160;              k(i,j) = se_ard(r_i,r_j);</div>
<div class="line"><a name="l00193"></a><span class="lineno">  193</span>&#160;          }</div>
<div class="line"><a name="l00194"></a><span class="lineno">  194</span>&#160;      }</div>
<div class="line"><a name="l00195"></a><span class="lineno">  195</span>&#160;  }</div>
<div class="line"><a name="l00196"></a><span class="lineno">  196</span>&#160;};</div>
<div class="line"><a name="l00197"></a><span class="lineno">  197</span>&#160;<span class="preprocessor">#endif</span></div>
<div class="ttc" id="classpgpr__cov_html_a57b97be1a56d01ba78bb58200cc66244"><div class="ttname"><a href="classpgpr__cov.html#a57b97be1a56d01ba78bb58200cc66244">pgpr_cov::sig</a></div><div class="ttdeci">Doub sig</div><div class="ttdef"><b>Definition:</b> pgpr_cov.h:17</div></div>
<div class="ttc" id="classpgpr__cov_html_ab24ca5303c1a5e6865109a8e1ba32f0f"><div class="ttname"><a href="classpgpr__cov.html#ab24ca5303c1a5e6865109a8e1ba32f0f">pgpr_cov::dim</a></div><div class="ttdeci">Int dim</div><div class="ttdef"><b>Definition:</b> pgpr_cov.h:19</div></div>
<div class="ttc" id="classpgpr__vector_html"><div class="ttname"><a href="classpgpr__vector.html">pgpr_vector&lt; Doub &gt;</a></div></div>
<div class="ttc" id="pgpr__util_8h_html"><div class="ttname"><a href="pgpr__util_8h.html">pgpr_util.h</a></div><div class="ttdoc">This file contains a collection of useful functions such as macro-like inline functions, debug functions, exception handling, file I/O, and a real-time timer class. </div></div>
<div class="ttc" id="classpgpr__cov_html_ad57517c36c587894616f19bd02025747"><div class="ttname"><a href="classpgpr__cov.html#ad57517c36c587894616f19bd02025747">pgpr_cov::mu</a></div><div class="ttdeci">Doub mu</div><div class="ttdef"><b>Definition:</b> pgpr_cov.h:18</div></div>
<div class="ttc" id="classpgpr__cov_html_a43428fdb9c6278e5e2be3a4c60967b7b"><div class="ttname"><a href="classpgpr__cov.html#a43428fdb9c6278e5e2be3a4c60967b7b">pgpr_cov::lsc</a></div><div class="ttdeci">Vdoub lsc</div><div class="ttdef"><b>Definition:</b> pgpr_cov.h:16</div></div>
<div class="ttc" id="classpgpr__matrix_html"><div class="ttname"><a href="classpgpr__matrix.html">pgpr_matrix&lt; Doub &gt;</a></div></div>
<div class="ttc" id="classpgpr__cov_html_addb951bbf66b46728f94c6fab2d9b39a"><div class="ttname"><a href="classpgpr__cov.html#addb951bbf66b46728f94c6fab2d9b39a">pgpr_cov::pgpr_cov</a></div><div class="ttdeci">pgpr_cov(Char *hypf)</div><div class="ttdoc">this functions initialized the class with a hyperparameter file </div><div class="ttdef"><b>Definition:</b> pgpr_cov.h:23</div></div>
<div class="ttc" id="classpgpr__cov_html_aca7d95563680510edbd84957b34da53c"><div class="ttname"><a href="classpgpr__cov.html#aca7d95563680510edbd84957b34da53c">pgpr_cov::nos</a></div><div class="ttdeci">Doub nos</div><div class="ttdef"><b>Definition:</b> pgpr_cov.h:15</div></div>
<div class="ttc" id="classpgpr__cov_html"><div class="ttname"><a href="classpgpr__cov.html">pgpr_cov</a></div><div class="ttdoc">The pgpr_cov class provides the informaiton of covariance. </div><div class="ttdef"><b>Definition:</b> pgpr_cov.h:12</div></div>
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